+105.9%
SAP vs CTVA
+125.4%
-19.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -24.3% | +24.3% | +5.8% |
| 7D | -3.9% | -23.7% | +19.8% | +1.5% |
| 30D | +6.5% | -31.2% | +37.7% | +15.4% |
| 3M | +14.7% | -18.7% | +33.4% | +18.1% |
| 6M | +39.9% | -25.5% | +65.4% | +46.6% |
| YTD | -2.0% | -8.0% | +6.0% | -4.0% |
| 1Y | -6.0% | -7.0% | +1.0% | -8.3% |
| 3Y | +67.7% | +45.2% | +22.5% | +39.9% |
| 5Y | +78.8% | +32.3% | +46.5% | +50.3% |
| All | +105.9% | +125.4% | -19.5% | +30.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CTVA.
Daily Out/Under-Performance
Portfolio return minus CTVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTVA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded CTVA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling